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dr hab. Michał Barski
- Affiliation
-
adiunkt,
Institute of Mathematics
- m.barski@mimuw.edu.pl
- Phone
- 55-44-527
- Room
- 5290
- Other information
- Employee's page on USOSweb
- Office hours (availability for students)
wtorki 14:15 - 15:00
Terminy konsultacji obowiązują w czasie trwania zajęć dydaktycznych
Publications
Fields of research
-
Financial Mathematics
Term structure models of interest rates, affine models with Lévy processes, risk minimizing hedging strategies, jump processes in models of financial markets
